Hello everyone! I have recently run into this message when using JuMP with the Ipopt solver.
From what I can tell, it is due to MUMPS reaching its memory limit, and it changes a variable, which then slows down every iteration a lot. Does increasing the variable mean using less memory and therefore taking longer to run? Is there a way to increase the maximum memory allowed, or any alternative solvers that do not run into this memory issues? For reference, this is the size of the problem I am trying to solve.
Although it is likely that I want to run problems with size ~200000 equality constraints, ~4000 inequality constraints, and ~3000000 nonzeros in the Lagrangian Hessian.
Is you using MUMPS as in the “Massachusetts General Hospital Utility Multi-Programming System”? What is your environment? We use that here at the V.A.
